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In observational studies, adjusting for confounders is required if a treatment comparison is planned. A crude comparison of the primary endpoint without covariate adjustment will suffer from biases, and the addition of regression models…

Methodology · Statistics 2026-02-11 Shiyu Shu , Toshimitsu Hamasaki , Scott Evans , Lauren Komarow , David van Duin , Guoqing Diao

Covariate balance is crucial in obtaining unbiased estimates of treatment effects in observational studies. Methods based on inverse probability weights have been widely used to estimate treatment effects with observational data. Machine…

Methodology · Statistics 2021-04-08 Michele Santacatterina

Recent technology development brings the boom of numerous new Demand-Driven Services (DDS) into urban lives, including ridesharing, on-demand delivery, express systems and warehousing. In DDS, a service loop is an elemental structure,…

Machine Learning · Computer Science 2024-10-29 Zefang Zong , Jingwei Wang , Tao Feng , Tong Xia , Depeng Jin , Yong Li

Ensemble models are powerful model building tools that are developed with a focus to improve the accuracy of model predictions. They find applications in time series forecasting in varied scenarios including but not limited to process…

A critical challenge facing clinicians managing chronic disease interventions is sustaining long-run patient health given limited information and resources. Digital therapeutics (DTs) provide a cost-effective way to manage interventions at…

Machine Learning · Computer Science 2026-05-26 Eric Pulick , Stephanie Carpenter , Matthew Buman , Yonatan Mintz

With the rapid development of artificial intelligence, data-driven methods effectively overcome limitations in traditional portfolio optimization. Conventional models primarily employ long-only mechanisms, excluding highly correlated assets…

Computational Finance · Quantitative Finance 2025-03-18 Gang Huang , Xiaohua Zhou , Qingyang Song

Even though substantial progress has been made in the numerical approximation of convection-dominated problems, its major challenges remain in the scope of current research. In particular, parameter robust a posteriori error estimates for…

Numerical Analysis · Mathematics 2022-12-15 Marius Paul Bruchhäuser , Kristina Schwegler , Markus Bause

This paper studies the estimation and inference of treatment effects in panel data settings when treatments change dynamically over time. We propose a balancing method that allows for (i) treatments to be assigned dynamically over time…

Econometrics · Economics 2026-02-24 Davide Viviano , Jelena Bradic

In previous research, we developed methods to train decision trees (DT) as agents for reinforcement learning tasks, based on deep reinforcement learning (DRL) networks. The samples from which the DTs are built, use the environment's state…

Machine Learning · Computer Science 2024-12-09 Raphael C. Engelhardt , Marcel J. Meinen , Moritz Lange , Laurenz Wiskott , Wolfgang Konen

We consider the estimation of treatment effects in settings when multiple treatments are assigned over time and treatments can have a causal effect on future outcomes or the state of the treated unit. We propose an extension of the…

Econometrics · Economics 2021-06-18 Greg Lewis , Vasilis Syrgkanis

Real-world data (RWD) gains growing interests to provide a representative sample of the population for selecting the optimal treatment options. However, existing complex black box methods for estimating individualized treatment rules (ITR)…

Methodology · Statistics 2026-01-12 Yunshu Zhang , Shu Yang , Wendy Ye , Ilya Lipkovich , Douglas E. Faries

For multiple treatments D=0,1,...,J, covariates X and outcome Y, the ordinary least squares estimator (OLS) of Y on (D1,...,DJ,X) is widely applied to a constant-effect linear model, where Dj is the dummy variable for D=j. However, the…

Methodology · Statistics 2023-09-14 Myoungjae Lee

A platform trial with a master protocol provides an infrastructure to ethically and efficiently evaluate multiple treatment options in multiple diseases. Given that certain study drugs can enter or exit a platform trial, the randomization…

Methodology · Statistics 2025-07-15 Tianyu Zhan , Jane Zhang , Lei Shu , Yihua Gu

Despite the rapid progress on research in adversarial robustness of deep neural networks (DNNs), there is little principled work for the time-series domain. Since time-series data arises in diverse applications including mobile health,…

Machine Learning · Computer Science 2023-05-10 Taha Belkhouja , Yan Yan , Janardhan Rao Doppa

We introduce the Strategic Doubly Robust (SDR) estimator, a novel framework that integrates strategic equilibrium modeling with doubly robust estimation for causal inference in strategic environments. SDR addresses endogenous treatment…

Machine Learning · Computer Science 2026-04-03 Sibo Xiao

Time series data analytics has been a problem of substantial interests for decades, and Dynamic Time Warping (DTW) has been the most widely adopted technique to measure dissimilarity between time series. A number of global-alignment kernels…

Machine Learning · Computer Science 2018-09-17 Lingfei Wu , Ian En-Hsu Yen , Jinfeng Yi , Fangli Xu , Qi Lei , Michael Witbrock

This paper presents a deep reinforcement learning (DRL) framework for dynamic portfolio optimization under market uncertainty and risk. The proposed model integrates a Sharpe ratio-based reward function with direct risk control mechanisms,…

Portfolio Management · Quantitative Finance 2025-11-17 Emmanuel Lwele , Sabuni Emmanuel , Sitali Gabriel Sitali

Order picking is a pivotal operation in warehouses that directly impacts overall efficiency and profitability. This study addresses the dynamic order picking problem, a significant concern in modern warehouse management, where real-time…

Optimization and Control · Mathematics 2025-04-08 Sasan Mahmoudinazlou , Abhay Sobhanan , Hadi Charkhgard , Ali Eshragh , George Dunn

A novel data-driven stochastic robust optimization (DDSRO) framework is proposed for optimization under uncertainty leveraging labeled multi-class uncertainty data. Uncertainty data in large datasets are often collected from various…

Machine Learning · Computer Science 2019-04-04 Chao Ning , Fengqi You

Dynamic traversal of uneven terrain is a major objective in the field of legged robotics. The most recent model predictive control approaches for these systems can generate robust dynamic motion of short duration; however, planning over a…

Robotics · Computer Science 2020-02-18 Oliwier Melon , Mathieu Geisert , David Surovik , Ioannis Havoutis , Maurice Fallon